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~institution:"Centre for Analytical Finance <Århus>"
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Volatility
19
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19
Theorie
10
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10
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7
Optionspreistheorie
7
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6
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English
22
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Christiansen, Charlotte
4
Christensen, Bent Jesper
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Myhre Lildholt, Peter
2
Barndorff-Nielsen, Ole E.
1
Bechmann, Ken L.
1
Bibby, Bo Martin
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Brunetti, Celso
1
Christensen, Claus Vorm
1
Engsted, Tom
1
Levendorskij, Sergej Z.
1
Nicolato, Elisa
1
Shepard, Neil
1
Shephard, Neil G.
1
Shin Jensen, Malene
1
Sponholtz, Carina
1
Stentoft, Lars
1
Strunk Hansen, Charlotte
1
Svenstrup, Mikkel
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
1,117
International Monetary Fund (IMF)
237
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
201
International Monetary Fund
102
C.E.P.R. Discussion Papers
66
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
EconWPA
34
HAL
32
Federal Reserve Bank of New York
31
Université Paris-Dauphine (Paris IX)
31
Ekonomiska forskningsinstitutet <Stockholm>
29
Agricultural and Applied Economics Association - AAEA
27
Chambre de commerce et d'industrie de Paris
22
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
22
Federal Reserve Bank of Chicago
22
Federal Reserve Bank of St. Louis
21
OECD
21
Philippinen / National Census and Statistics Office
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
20
World Bank
20
Rodney L. White Center for Financial Research
19
Institute of Finance and Accounting <London>
18
Department of Economics and Finance, College of Business and Economics
17
European Association of Agricultural Economists - EAAE
17
Institute of Economic Research, Kyoto University
17
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
Society for Computational Economics - SCE
17
Svenska Handelshögskolan <Helsinki>
17
CESifo
16
School of Economics and Management, University of Aarhus
16
European University Institute / Department of Economics
15
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
15
Federal Reserve System / Division of Research and Statistics
15
Internationaler Währungsfonds / Research Department
15
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
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ECONIS (ZBW)
22
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1
Pricing american options when the underlying stock price exhibits time-vaying
volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
Saved in:
2
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
Saved in:
3
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of
volatility
models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
4
The information content of earnings announcements in Denmark
Sponholtz, Carina
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069215
Saved in:
5
New evidence on the implied-realized
volatility
relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
Saved in:
6
Simulated likelihood approximations for stochastic
volatility
models
Sørensen, Helle
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
Saved in:
7
A comparison of
volatility
models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
8
Barrier options and touch-and-out options under regular Lévy processes of exponential type
Bojarčenko, Svetlana I.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543244
Saved in:
9
Volatility
-spillover effects in European bond markets
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
Saved in:
10
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
Saved in:
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